Results 211 to 220 of about 6,175 (306)

Testing for Rough Volatility When Prices Are Purely Discontinuous

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of nonparametric testing for rough volatility, using high‐frequency data with a fixed time span, in a setting where the price is purely discontinuous. More specifically, we analyze the asymptotic properties of a test we developed in previous work in a pure‐jump setting.
Carsten H. Chong, Viktor Todorov
wiley   +1 more source

Does Valuing Free Speech Affect Norms of Tolerance? Evidence From Individual Preferences

open access: yesKyklos, EarlyView.
ABSTRACT Amid intensifying global debates over balancing free speech with protections against hate speech, this paper investigates whether individuals who value free speech exhibit greater racial tolerance. Unlike prior studies focusing on the institutional effects of free speech, this paper examines whether individuals who prioritize free speech hold ...
Claudia Williamson Kramer
wiley   +1 more source

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

open access: yesMathematical Finance, EarlyView.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici   +3 more
wiley   +1 more source

Inflation Inequality Across Household Income Groups in Brazil: Persistence, Trend and Volatility

open access: yesThe Manchester School, EarlyView.
ABSTRACT This article investigates inflation inequality across four income strata in Brazil (very low, low, middle, and high income) from July 2006 to April 2025, using the Headline IPCA as a benchmark. We test the hypothesis that inflation dynamics and transmission mechanisms are structurally unequal and disproportionately affect lower‐income ...
Sinara do Valle, Cleomar Gomes da Silva
wiley   +1 more source

Straddling “The Gulf Between Medicine and Law”: Medico‐legal addiction and Japanese psychiatry

open access: yesMedical Anthropology Quarterly, EarlyView.
Abstract Increasing punitive drug regulations in Japan amplify longstanding tensions within psychiatric practice, pushing psychiatrists to balance clinical obligations with complex socio‐legal demands. This article analyzes how psychiatrists specializing in illicit substance use disorders to navigate escalating criminalization by developing diagnostic ...
Selim Gokce Atici
wiley   +1 more source

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